-57.4%
GNRC vs MOH
-19.7%
-37.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +1.0% | +2.7% |
| 7D | -0.2% | +1.7% | -1.9% | -0.4% |
| 30D | -15.7% | -0.9% | -14.8% | -15.7% |
| 3M | -27.3% | +5.7% | -33.0% | -28.2% |
| 6M | -12.1% | +39.1% | -51.2% | -16.5% |
| YTD | +37.1% | +17.7% | +19.4% | +31.8% |
| 1Y | -0.5% | +8.4% | -8.8% | -3.9% |
| 3Y | +61.5% | -36.6% | +98.1% | +62.1% |
| All | -57.4% | -19.7% | -37.7% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MOH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling